Adam Adid
محاسبة / مالية
الخدمات المقدمة
I’m a Quantitative Analyst specializing in structured credit, with hands-on experience building loan-level models, securitization analytics, and cashflow engines to support deal structuring, pricing, and risk monitoring across consumer ABS and CLO facilities. Over the past two years, I’ve worked at the intersection of credit structuring, quantitative modeling, and data infrastructure, delivering tools that directly inform advance rates, trigger calibration, and profit-share negotiations for multi-million-dollar financing facilities.
My experience covers end-to-end modeling — from ingesting and normalizing complex loan tapes, to constructing cohort and DPD transition models, to projecting tranche cashflows and deal economics under multiple origination and performance scenarios. I’ve built securitization pricers that capture senior/mezz/equity waterfall dynamics, stress scenarios, and sensitivity analyses, enabling structuring teams to optimize returns and manage risk in real time.
I’m now looking to bring this expertise to a structured credit team within a leading investment bank, credit fund, or asset manager in the US or UK, focusing on CLOs, ABS, and other securitized products, where I can contribute to high-impact modeling, analytics, and structuring work.
الخبرة
I cut my teeth in structured credit working with a credit fund active across multiple emerging markets, where I wasn’t just crunching numbers — I was building the analytical backbone behind multi-million-dollar financing facilities. These weren’t theoretical models; they were the frameworks that shaped advance rates, triggers, and pricing in live transactions.
I built everything from the ground up: loan-level cohort and DPD transition models, structured cashflow pricers, and tranche-level waterfalls that captured the nuances of senior, mezz, and equity structures in volatile EM portfolios. My work fed directly into investment committee decisions, covenant negotiations, and deal structuring, often under tight timelines and evolving credit dynamics.
Operating in markets where data is messy, credit performance is unpredictable, and execution speed matters, I developed a quantitative edge tailored for emerging market structured credit — bridging rigorous modeling with the pragmatism required to get deals done. That mix of technical precision and deal-side urgency is what drives my work today.
التعليم
Financial Engineering (B.Sc.) – 3 years
Focus on quantitative finance, credit modeling, and applied mathematics.
Preparatory Classes in Mathematics, Physics & Computer Science – 2 years
Intensive French-style preparatory program (Classes Préparatoires), with a rigorous foundation in advanced mathematics, physics, and algorithmic problem-solving.
محترفون من نفس قطاع محاسبة / مالية مثل Adam Adid
محترفون من قطاعات مختلفة بالقرب من Casablanca, إقليم الدار البيضاء
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